comparison armadillo-2.4.4/include/armadillo_bits/running_stat_vec_bones.hpp @ 0:8b6102e2a9b0

Armadillo Library

+// Copyright (C) 2009-2011 NICTA (www.nicta.com.au)
+// Copyright (C) 2009-2011 Conrad Sanderson
+// 
+// This file is part of the Armadillo C++ library.
+// It is provided without any warranty of fitness
+// for any purpose. You can redistribute this file
+// and/or modify it under the terms of the GNU
+// Lesser General Public License (LGPL) as published
+// by the Free Software Foundation, either version 3
+// of the License or (at your option) any later version.
+// (see http://www.opensource.org/licenses for more info)
+
+
+//! \addtogroup running_stat_vec
+//! @{
+
+
+
+//! Class for keeping statistics of a continuously sampled process / signal.
+//! Useful if the storage of individual samples is not necessary or desired.
+//! Also useful if the number of samples is not known beforehand or exceeds 
+//! available memory.
+template<typename eT>
+class running_stat_vec
+  {
+  public:
+  
+  typedef typename get_pod_type<eT>::result T;
+  
+  inline ~running_stat_vec();
+  inline  running_stat_vec(const bool in_calc_cov = false);
+  
+  inline running_stat_vec(const running_stat_vec& in_rsv);
+  
+  inline const running_stat_vec& operator=(const running_stat_vec& in_rsv);
+  
+  template<typename T1> arma_hot inline void operator() (const Base<               T,  T1>& X);
+  template<typename T1> arma_hot inline void operator() (const Base< std::complex<T>,  T1>& X);
+  
+  inline void reset();
+  
+  inline const Mat<eT>&  mean() const;
+  
+  inline const Mat< T>&  var   (const uword norm_type = 0);
+  inline       Mat< T>   stddev(const uword norm_type = 0) const;
+  inline const Mat<eT>&  cov   (const uword norm_type = 0);
+  
+  inline const Mat<eT>& min() const;
+  inline const Mat<eT>& max() const;
+  
+  inline T count() const;
+  
+  //
+  //
+  
+  private:
+  
+  const bool calc_cov;
+  
+  arma_aligned arma_counter<T> counter;
+  
+  arma_aligned Mat<eT> r_mean;
+  arma_aligned Mat< T> r_var;
+  arma_aligned Mat<eT> r_cov;
+  
+  arma_aligned Mat<eT> min_val;
+  arma_aligned Mat<eT> max_val;
+  
+  arma_aligned Mat< T> min_val_norm;
+  arma_aligned Mat< T> max_val_norm;
+  
+  arma_aligned Mat< T> r_var_dummy;
+  arma_aligned Mat<eT> r_cov_dummy;
+  
+  arma_aligned Mat<eT> tmp1;
+  arma_aligned Mat<eT> tmp2;
+  
+  friend class running_stat_vec_aux;
+  };
+
+
+
+class running_stat_vec_aux
+  {
+  public:
+  
+  template<typename eT>
+  inline static void update_stats(running_stat_vec< eT >&              x, const Mat<eT>&                sample);
+  
+  template<typename T>
+  inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< T>&                sample);
+  
+  template<typename T>
+  inline static void update_stats(running_stat_vec< std::complex<T> >& x, const Mat< std::complex<T> >& sample);
+  
+  //
+  
+  template<typename eT>
+  inline static Mat<eT> var(const running_stat_vec< eT >&              x, const uword norm_type = 0);
+  
+  template<typename T>
+  inline static Mat< T> var(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
+  
+  //
+  
+  template<typename eT>
+  inline static Mat<              eT > cov(const running_stat_vec< eT >&              x, const uword norm_type = 0);
+  
+  template<typename T>
+  inline static Mat< std::complex<T> > cov(const running_stat_vec< std::complex<T> >& x, const uword norm_type = 0);
+  };
+
+
+
+//! @}